Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
Stabilized Dynamic Constraint Aggregation (SDCA) for ... - gerad
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Dual Variable Stabilization (DVS)<strong>Dynamic</strong> <strong>Constraint</strong> <strong>Aggregation</strong> (DCA)<strong>Stabilized</strong> <strong>Dynamic</strong> <strong>Constraint</strong> <strong>Aggregation</strong> (<strong>SDCA</strong>)Stabilization in the primal space7/27P εδ : A relaxation of the primal problem P ∆∑(P εδ ) min c x λ x − δ ⊤ −y − + δ ⊤ +y + (6)λ,yx∈∆∑s.t. a x λ x − y − + y + = b [π ∈ R m ] (7)x∈∆0 ≤ y − ≤ ε − [ω − ∈ R m ] (8)0 ≤ y + ≤ ε + [ω + ∈ R m ] (9)λ x ≥ 0, ∀x ∈ ∆ (10)
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